Pivot Oscillator

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

namespace cAlgo
{
    [Levels(0)]
    [Indicator(AccessRights = AccessRights.None)]
    public class mPivotOscillator : Indicator
    {
        [Parameter("Fast Period (13)", DefaultValue = 13, MinValue = 1)]
        public int inpPeriodFast { get; set; }
        [Parameter("Medium Period (21)", DefaultValue = 21, MinValue = 2)]
        public int inpPeriodMedium { get; set; }
        [Parameter("Slow Period (34)", DefaultValue = 34, MinValue = 3)]
        public int inpPeriodSlow { get; set; }
        [Parameter("Smooth type (sma)", DefaultValue = MovingAverageType.Simple)]
        public MovingAverageType inpSmoothType { get; set; }

        [Output("Pivot Oscillator", LineColor = "Black", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries outPO { get; set; }
        [Output("Strong Bullish", PlotType = PlotType.Histogram, LineColor = "ForestGreen", Thickness = 3)]
        public IndicatorDataSeries outStrongBullish { get; set; }
        [Output("Weak Bullish", PlotType = PlotType.Histogram, LineColor = "LawnGreen", Thickness = 3)]
        public IndicatorDataSeries outWeakBullish { get; set; }
        [Output("Strong Bearish", PlotType = PlotType.Histogram, LineColor = "Red", Thickness = 3)]
        public IndicatorDataSeries outStrongBearish { get; set; }
        [Output("Weak Bearish", PlotType = PlotType.Histogram, LineColor = "DarkSalmon", Thickness = 3)]
        public IndicatorDataSeries outWeakBearish { get; set; }

        private MovingAverage _mafast, _mamedium, _maslow;
        private IndicatorDataSeries _d1, _d2, _d3, _tp, _osc;


        protected override void Initialize()
        {
            _mafast = Indicators.MovingAverage(Bars.TypicalPrices, inpPeriodFast, inpSmoothType);
            _mamedium = Indicators.MovingAverage(Bars.TypicalPrices, inpPeriodMedium, inpSmoothType);
            _maslow = Indicators.MovingAverage(Bars.TypicalPrices, inpPeriodSlow, inpSmoothType);
            _d1 = CreateDataSeries();
            _d2 = CreateDataSeries();
            _d3 = CreateDataSeries();
            _tp = CreateDataSeries();
            _osc = CreateDataSeries();
        }

        public override void Calculate(int i)
        {
            _d1[i] = _mafast.Result[i] - _maslow.Result[i];
            _d2[i] = _mamedium.Result[i] - _maslow.Result[i];
            _d3[i] = _mafast.Result[i] - _mamedium.Result[i];
            _tp[i] = (Bars.HighPrices[i] + Bars.LowPrices[i] + Bars.ClosePrices[i]) / 3;
            _osc[i] = _tp[i] != 0 ? ((_d1[i] + _d2[i] + _d3[i]) / _tp[i]) / Symbol.PipSize : 0;
            
            outPO[i] = _osc[i];
            outStrongBullish[i] = _osc[i] > 0 && _osc[i] >= _osc[i-1] ? _osc[i] : double.NaN;
            outWeakBullish[i] = _osc[i] > 0 && _osc[i] < _osc[i-1] ? _osc[i] : double.NaN;
            outStrongBearish[i] = _osc[i] < 0 && _osc[i] <= _osc[i-1] ? _osc[i] : double.NaN;
            outWeakBearish[i] = _osc[i] < 0 && _osc[i] > _osc[i-1] ? _osc[i] : double.NaN;            
        }
    }
}