ACH_Williams_Vix_Fix

using cAlgo.API;
using cAlgo.API.Indicators;

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = false, AccessRights = AccessRights.None)]
    public class BollingerBands2 : Indicator
    {
        private MovingAverage _movingAverage;
        private StandardDeviation _standardDeviation;

        [Parameter("LookBack Period Standard Deviation High", DefaultValue = 22)]
        public int Pd { get; set; }

        [Parameter("Bolinger Band Length", DefaultValue = 20)]
        public int bbl { get; set; }


        [Parameter("Bollinger Band Standard Devaition Up", DefaultValue = 2)]
        public int mult { get; set; }
        //------------------------------
        [Parameter("Look Back Period Percentile High", DefaultValue = 50)]
        public int lb { get; set; }

        [Parameter("Highest Percentile - 0.90=90%, 0.95=95%, 0.99=99%", DefaultValue = 0.85)]
        public double ph { get; set; }

        [Parameter("Lowest Percentile - 1.10=90%, 1.05=95%, 1.01=99%", DefaultValue = 1.01)]
        public double pl { get; set; }

        [Parameter("Show on Candles?", DefaultValue = true)]
        public bool Show_Candles { get; set; }
        
        
        [Output("wvf", LineColor = "LightGray", PlotType = PlotType.Histogram)]
        public IndicatorDataSeries wvf { get; set; }

        [Output("Strong_wvf", LineColor = "Lime", PlotType = PlotType.Histogram)]
        public IndicatorDataSeries Strong_wvf { get; set; }

        /*[Output("High Range", LineColor = "Orange", PlotType = PlotType.Histogram)]
        public IndicatorDataSeries hp { get; set; }

        [Output("Standard Deviation Line", LineColor = "Aqua", PlotType = PlotType.Histogram)]
        public IndicatorDataSeries sd { get; set; }
                [Parameter("Show High Range - Based on Percentile and LookBack Period?", DefaultValue = false)]
        public bool sd_line { get; set; }

        [Parameter("Show Standard Deviation Line?", DefaultValue = false)]
        public bool hp_line { get; set; }
        */

        public double sDev = 0.0;
        public double rangeHigh = 0.0;
        public double rangeLow = 0.0;

        public double midLine { get; set; }
        public double upperBand { get; set; }
        public double lowerBand { get; set; }

        protected override void Initialize()
        {
            //Color.LightGray

        }


        public override void Calculate(int index)
        {

            wvf[index] = ((Bars.ClosePrices.Maximum(Pd) - Bars.LowPrices[index]) / (Bars.ClosePrices.Maximum(Pd))) * 100;

            _standardDeviation = Indicators.StandardDeviation(wvf, bbl, MovingAverageType.Simple);
            _movingAverage = Indicators.MovingAverage(wvf, bbl, MovingAverageType.Simple);

            sDev = mult * _standardDeviation.Result[index];
            midLine = _movingAverage.Result[index];
            lowerBand = midLine - sDev;
            upperBand = midLine + sDev;

            rangeHigh = wvf.Maximum(lb) * ph;
            rangeLow = wvf.Minimum(lb) * pl;

            if ((wvf[index] >= upperBand) || (wvf[index] >= rangeHigh))
            {
                if (Show_Candles)
                {
                   Chart.SetBarOutlineColor(index, Color.Lime); 
                }

                Strong_wvf[index] = wvf[index];
            }

        }
    }
}