Custom VIX Oscillator

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

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class CustomVIXOscillator : Indicator
    {
        [Parameter("Period", DefaultValue = 14)]
        public int Period { get; set; }

        [Output("Custom VIX Oscillator", LineColor = "Blue")]
        public IndicatorDataSeries CustomVIXOscillatorSeries { get; set; }

        private AverageTrueRange _atr;
        private StandardDeviation _stdDev;

        protected override void Initialize()
        {
            _atr = Indicators.AverageTrueRange(Period, MovingAverageType.Exponential);
            _stdDev = Indicators.StandardDeviation(Bars.ClosePrices, Period, MovingAverageType.Simple);
        }

        public override void Calculate(int index)
        {
            double atrValue = _atr.Result[index];
            double stdDevValue = _stdDev.Result[index];
            double customVIX = (atrValue + stdDevValue) / 2;

            double normalizedCustomVIX = Normalize(customVIX, index);

            CustomVIXOscillatorSeries[index] = normalizedCustomVIX;
        }

        private double Normalize(double value, int index)
        {
            double maxValue = double.MinValue;
            double minValue = double.MaxValue;

            for (int i = index - Period + 1; i <= index; i++)
            {
                double atrValue = _atr.Result[i];
                double stdDevValue = _stdDev.Result[i];
                double customVIX = (atrValue + stdDevValue) / 2;

                if (customVIX > maxValue)
                {
                    maxValue = customVIX;
                }

                if (customVIX < minValue)
                {
                    minValue = customVIX;
                }
            }

            return 100 * (value - minValue) / (maxValue - minValue);
        }
    }
}