Tirone Levels indicator


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

namespace cAlgo
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class mTironeLevels : Indicator
    {
        [Parameter("Periods (15)", DefaultValue = 15)]
        public int inpPeriods { get; set; }

        [Output("Upper TironeLevels", IsHistogram = false, LineColor = "Magenta", LineStyle = LineStyle.LinesDots, PlotType = PlotType.Line, Thickness = 1)]
        public IndicatorDataSeries outTironeLevelsUpper { get; set; }
        [Output("Middle TironeLevels", IsHistogram = false, LineColor = "Magenta", LineStyle = LineStyle.LinesDots, PlotType = PlotType.Line, Thickness = 1)]
        public IndicatorDataSeries outTironeLevelsMiddle { get; set; }
        [Output("Lower TironeLevels", IsHistogram = false, LineColor = "Magenta", LineStyle = LineStyle.LinesDots, PlotType = PlotType.Line, Thickness = 1)]
        public IndicatorDataSeries outTironeLevelsLower { get; set; }

        private IndicatorDataSeries _hh, _ll, _up, _mid, _dn;


        protected override void Initialize()
        {
            _hh = CreateDataSeries();
            _ll = CreateDataSeries();
            _up = CreateDataSeries();
            _mid = CreateDataSeries();
            _dn = CreateDataSeries();
        }

        public override void Calculate(int i)
        {
            _hh[i] = i > inpPeriods ? Bars.HighPrices.Maximum(inpPeriods) : Bars.HighPrices[i];
            _ll[i] = i > inpPeriods ? Bars.LowPrices.Minimum(inpPeriods) : Bars.LowPrices[i];
            _up[i] = _hh[i] - (_hh[i] - _ll[i]) / 3;
            _mid[i] = _ll[i] + (_hh[i] - _ll[i]) / 2;
            _dn[i] = _ll[i] + (_hh[i] - _ll[i]) / 3;

            outTironeLevelsUpper[i] = _up[i];
            outTironeLevelsMiddle[i] = _mid[i];
            outTironeLevelsLower[i] = _dn[i];
        }
    }
}