BreakOut

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;

namespace cAlgo
{
    [Indicator(IsOverlay = true, AccessRights = AccessRights.None)]
    public class Breakout : Indicator
    {
        [Parameter(DefaultValue = 1)]
        public int PeriodFractale { get; set; }

        [Output("Up", LineColor = "Lime", PlotType = PlotType.Points, Thickness = 5)]
        public IndicatorDataSeries Up { get; set; }

        [Output("Down", LineColor = "Red", PlotType = PlotType.Points, Thickness = 5)]
        public IndicatorDataSeries Down { get; set; }

        private Fractals fra5, fra200;

        protected override void Initialize()
        {
            fra5 = Indicators.Fractals(PeriodFractale);
            fra200 = Indicators.Fractals(PeriodFractale);
        }

        public override void Calculate(int index)
        {
            if (fra5.UpFractal.Last(0) >= fra200.UpFractal.Last(0))
                Up[index] = fra5.UpFractal.Last(0);


            if (fra5.DownFractal.Last(0) >= fra200.DownFractal.Last(0))
                Down[index] = fra5.DownFractal.Last(0);

            Up[index] = double.IsNaN(Up[index]) ? Up[index - 1] : Up[index];
            Down[index] = double.IsNaN(Down[index]) ? Down[index - 1] : Down[index];

        }
    }
}