High-Low Momentum indicator (William Blau)

// This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) https://creativecommons.org/licenses/by-nc-sa/4.0/
// © mfejza
using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;


namespace cAlgo
{
    [Levels(0)]
    [Cloud("HighLow Momentum", "LevelZero", FirstColor = "Green", SecondColor = "Red" , Opacity = 0.05)]
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class mBlauHighLowMomentum : Indicator
    {
        [Parameter("Momentum Period (2)", DefaultValue = 2, MinValue = 2)]
        public int inpMomentumPeriod { get; set; }
        [Parameter("First Smooth (20)", DefaultValue = 20, MinValue = 2)]
        public int inp1stSmoothPeriod { get; set; }
        [Parameter("Second Smooth (5)", DefaultValue = 5, MinValue = 2)]
        public int inp2ndSmoothPeriod { get; set; }
        [Parameter("Third Smooth (3)", DefaultValue = 3, MinValue = 2)]
        public int inp3rdSmoothPeriod { get; set; }

        [Output("HighLow Momentum", LineColor = "Black", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries outHLM { get; set; }
        [Output("LevelZero", LineColor = "Transparent", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries outLevelZero { get; set; }
        
        private IndicatorDataSeries _highmom, _lowmom, _deltamom;
        private MovingAverage _smooth1, _smooth2, _smooth3;


        protected override void Initialize()
        {
            _highmom = CreateDataSeries();
            _lowmom = CreateDataSeries();
            _deltamom = CreateDataSeries();
            _smooth1 = Indicators.MovingAverage(_deltamom, inp1stSmoothPeriod, MovingAverageType.Exponential);
            _smooth2 = Indicators.MovingAverage(_smooth1.Result, inp2ndSmoothPeriod, MovingAverageType.Exponential);
            _smooth3 = Indicators.MovingAverage(_smooth2.Result, inp3rdSmoothPeriod, MovingAverageType.Exponential);
        }

        public override void Calculate(int i)
        {
            _highmom[i] = Bars.HighPrices[i] - (i>inpMomentumPeriod ? Bars.HighPrices[i-(inpMomentumPeriod-1)] : Bars.ClosePrices[i]);
            _lowmom[i] = -1 * (Bars.LowPrices[i] - (i>inpMomentumPeriod ? Bars.LowPrices[i-(inpMomentumPeriod-1)] : Bars.ClosePrices[i]));
            _deltamom[i] = (_highmom[i]>0 ? _highmom[i] : 0) - (_lowmom[i]>0 ? _lowmom[i] : 0);
            
            outHLM[i] = _smooth3.Result[i] / Symbol.PipSize;
            outLevelZero[i] = 0;
        }
    }
}