Decycler Oscillator

//John F.Ehlers Decycler Oscillator

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 mDecyclerOscillator : Indicator
    {
        [Parameter("HP Period (125)", DefaultValue = 125)]
        public int inpPeriodHP { get; set; }
        [Parameter("Coefficient (1.0)", DefaultValue = 1.0)]
        public double inpCoefficient { get; set; }

        [Output("Decycler Oscillator", IsHistogram = false, LineColor = "Black", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries outDO { get; set; }
        
        double angle1, angle2, alpha1, alpha2;
        private IndicatorDataSeries _hp, _decycle, _decycle2;
        private double a1, a2, a3, a4, b1, b2, b3, b4, pr2, pr3, pr4, pr5;
        

        protected override void Initialize()
        {
            angle1 = 1.414 * 3.14159265358979323846 / inpPeriodHP;
            angle2 = 2.0*angle1;
            alpha1 = (Math.Cos(angle1) + Math.Sin(angle1) - 1.0) / Math.Cos(angle1);
            alpha2 = (Math.Cos(angle2) + Math.Sin(angle2) - 1.0) / Math.Cos(angle2);
            a1 = 1.0 - alpha1;
            a2 = 1.0 - alpha1 / 2.0;
            a3 = a1 * a1;
            a4 = a2 * a2;
            b1 = 1.0 - alpha2;
            b2 = 1.0 - alpha2 / 2.0;
            b3 = b1 * b1;
            b4 = b2 * b2;
            _hp = CreateDataSeries();
            _decycle = CreateDataSeries();
            _decycle2 = CreateDataSeries();
        }

        public override void Calculate(int i)
        {
            pr2 = 2.0 * (i>1 ? Bars.ClosePrices[i-1] : Bars.ClosePrices[i]);
            pr3 = Bars.ClosePrices[i] - pr2 + (i>2 ? Bars.ClosePrices[i-2] : Bars.ClosePrices[i]);  
            _hp[i] = a4 * pr3 + (2.0 * a1 * (i>1 ? _hp[i-1] : 0)) - (a3 * (i>2 ? _hp[i-2] : 0));
            _decycle[i] = Bars.ClosePrices[i] - _hp[i];
            pr4 = 2.0 * (i>1 ? _decycle[i-1] : 0);
            pr5 = _decycle[i] - pr4 + (i>2 ? _decycle[i-2] : 0); 
            _decycle2[i] = b4 * pr5 + (2.0 * b1 * (i>1 ? _decycle2[i-1] : 0)) - (b3 * (i>2 ? _decycle2[i-2] : 0));
            
            outDO[i] = (Bars.ClosePrices[i]!=0 ? 100.0 * inpCoefficient * _decycle2[i] / Bars.ClosePrices[i] : 0);
        }
    }
}