Ehlers Relative Vigor Index (RVI) in 2TF

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using LittleTrader.Ehlers;
using LittleTrader;
using LittleTrader.Extensions;

namespace cAlgo
{
    [Indicator(AccessRights = AccessRights.None)]
    public class LT_Ind_EhlersRVI : Indicator
    {
        [Parameter(DefaultValue = "Hour")]
        public TimeFrame TimeFrameHigher { get; set; }

        [Parameter("Period", DefaultValue = 8)]
        public int Period { get; set; }

        [Parameter("SmoothFactor", DefaultValue = 3)]
        public double SmoothFactor { get; set; }

        [Parameter("SmoothType", DefaultValue = SmoothTypes.SMA)]
        public SmoothTypes SmoothType { get; set; }

        [Output("RVI", LineColor = "Purple")]
        public IndicatorDataSeries RVI { get; set; }

        [Output("RVIHigher", LineColor = "Blue")]
        public IndicatorDataSeries RVIHigher { get; set; }

        EhlersBarsRVI _rvi, _rviHigher;
        IndicatorDataSeries _rviHigherOutput;
        Bars _barsHigher;
        protected override void Initialize()
        {
            _rvi = new EhlersBarsRVI(Bars, RVI, CreateDataSeries, Period, SmoothType, SmoothFactor);

            _rviHigherOutput = CreateDataSeries();
            _barsHigher = MarketData.GetBars(TimeFrameHigher);
            _rviHigher = new EhlersBarsRVI(_barsHigher, _rviHigherOutput, CreateDataSeries, Period, SmoothType, SmoothFactor);
        }

        public override void Calculate(int index)
        {
            _rvi.Calculate(index);
            RVIHigher.ReflectHigherTF(_rviHigherOutput, Bars, _barsHigher, index, i => _rviHigher.Calculate(i));
        }
    }
}