Directional Volatility Effect indicator

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

namespace cAlgo
{
    [Levels(0)]
    [Cloud("DirectionalVolatility Bullish", "Trigger Up", FirstColor = "Green", SecondColor = "Transparent", Opacity = 0.1)]  
    [Cloud("DirectionalVolatility Bearish", "Trigger Down", FirstColor = "Red", SecondColor = "Transparent", Opacity = 0.1)]  
    [Indicator(IsOverlay = false, AutoRescale = false, AccessRights = AccessRights.None)]
    public class mDirectionalVolatilityvEffect : Indicator
    {
        [Parameter("Periods (14)", DefaultValue = 14)]
        public int inpPeriods { get; set; }
        [Parameter("Deviation (3.0)", DefaultValue = 3.0)]
        public double inpDeviation { get; set; }
        [Parameter("Trigger in Procent (0.618)", DefaultValue = 0.618, MinValue = 0.1, MaxValue = 1.0)]
        public double inpTriggerProcent { get; set; }

        [Output("DirectionalVolatility Bullish", LineColor = "Green", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries outDirectionalVolatilityBullish { get; set; }
        [Output("DirectionalVolatility Bearish", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries outDirectionalVolatilityBearish { get; set; }
        [Output("Trigger Up", LineColor = "FF65FE66", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries outTriggerUp { get; set; }
        [Output("Trigger Down", LineColor = "FFFF999A", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries outTriggerDn { get; set; }
        
        private IndicatorDataSeries _pricelong, _priceshort, _limitup, _limitdn, _triggerup, _triggerdn;
        private MovingAverage _malong, _mashort;
        private StandardDeviation _stddevmalong, _stddevmashort;
        

        protected override void Initialize()
        {
            _pricelong = CreateDataSeries();
            _priceshort = CreateDataSeries();
            _malong = Indicators.MovingAverage(_pricelong, inpPeriods, MovingAverageType.Exponential);
            _mashort = Indicators.MovingAverage(_priceshort, inpPeriods, MovingAverageType.Exponential);
            _stddevmalong = Indicators.StandardDeviation(_malong.Result, inpPeriods, MovingAverageType.Simple);
            _stddevmashort = Indicators.StandardDeviation(_mashort.Result, inpPeriods, MovingAverageType.Simple);
            _limitup = CreateDataSeries();
            _limitdn = CreateDataSeries();
            _triggerup = CreateDataSeries();
            _triggerdn = CreateDataSeries();
        }

        public override void Calculate(int i)
        {
            _pricelong[i] = i>1 ? Bars.HighPrices[i] - Bars.ClosePrices[i-1] : Bars.HighPrices[i] - Bars.ClosePrices[i];
            _priceshort[i] = i>1 ? Bars.ClosePrices[i-1] - Bars.LowPrices[i] : Bars.ClosePrices[i] - Bars.LowPrices[i];
            _limitup[i] = (_malong.Result[i] + inpDeviation * _stddevmalong.Result[i]) / Symbol.TickSize;
            _limitdn[i] = (_mashort.Result[i] + inpDeviation * _stddevmashort.Result[i]) / Symbol.TickSize;
            _triggerup[i] = i>1 && _limitup[i] > _limitdn[i] ? Math.Max(_triggerup[i-1], (_limitup[i] + _limitdn[i]) / 2) : _limitup[i];
            _triggerdn[i] = i>1 && _limitdn[i] > _limitup[i] ? Math.Max(_triggerdn[i-1], (_limitup[i] + _limitdn[i]) / 2) : _limitdn[i];
                       
            outDirectionalVolatilityBullish[i] = _limitup[i];
            outDirectionalVolatilityBearish[i] = _limitdn[i];
            outTriggerUp[i] = _triggerup[i];
            outTriggerDn[i] = _triggerdn[i];
        }
    }
}