DPO of GHLA indicator

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

namespace cAlgo
{
    [Levels(0)]
    [Indicator(IsOverlay = false, AccessRights = AccessRights.None)]
    public class mDPOgann : Indicator
    {
        [Parameter("Period (12)", DefaultValue = 12)]
        public int inpPeriod { get; set; }
        [Parameter("Smooth Type", DefaultValue = MovingAverageType.Simple)]
        public MovingAverageType inpSmoothType { get; set; }
        [Parameter("GHLA Range Period (10)", DefaultValue = 10, MinValue = 1)]
        public int inpRangePeriod { get; set; }

        [Output("DPO/Gann HiLo Activator", LineColor = "Black", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries outGHLA { get; set; }
        [Output("DPO/Gann HiLo Activator Bullish", LineColor = "Green", PlotType = PlotType.DiscontinuousLine, LineStyle = LineStyle.Solid, Thickness = 2)]
        public IndicatorDataSeries outGHLAbull { get; set; }
        [Output("DPO/Gann HiLo Activator Bearish", LineColor = "Red", PlotType = PlotType.DiscontinuousLine, LineStyle = LineStyle.Solid, Thickness = 2)]
        public IndicatorDataSeries outGHLAbear { get; set; }

        private IndicatorDataSeries _firc, _firh, _firl;
        private DetrendedPriceOscillator _dpoc, _dpoh, _dpol;
        private MovingAverage _ragehigh, _ragelow;
        private IndicatorDataSeries _trend, _ghla, _bull, _bear;


        protected override void Initialize()
        {
            _firc = CreateDataSeries();
            _firh = CreateDataSeries();
            _firl = CreateDataSeries();
            _dpoc = Indicators.DetrendedPriceOscillator(_firc, inpPeriod, inpSmoothType);
            _dpoh = Indicators.DetrendedPriceOscillator(_firh, inpPeriod, inpSmoothType);
            _dpol = Indicators.DetrendedPriceOscillator(_firl, inpPeriod, inpSmoothType);
            _ragehigh = Indicators.MovingAverage(_dpoh.Result, inpRangePeriod, MovingAverageType.Simple);
            _ragelow = Indicators.MovingAverage(_dpol.Result, inpRangePeriod, MovingAverageType.Simple);
            _ghla = CreateDataSeries();
            _trend = CreateDataSeries();
            _bull = CreateDataSeries();
            _bear = CreateDataSeries();
        }

        public override void Calculate(int i)
        {
            _firc[i] = i>3 ? (Bars.ClosePrices[i] + 2.0 * Bars.ClosePrices[i-1] + 2.0 * Bars.ClosePrices[i-2] + Bars.ClosePrices[i-3]) / 6.0 : Bars.ClosePrices[i];
            _firh[i] = i>3 ? (Bars.HighPrices[i] + 2.0 * Bars.HighPrices[i-1] + 2.0 * Bars.HighPrices[i-2] + Bars.HighPrices[i-3]) / 6.0 : Bars.HighPrices[i];
            _firl[i] = i>3 ? (Bars.LowPrices[i] + 2.0 * Bars.LowPrices[i-1] + 2.0 * Bars.LowPrices[i-2] + Bars.LowPrices[i-3]) / 6.0 : Bars.LowPrices[i];
            _trend[i] = _dpoc.Result[i] > _ragehigh.Result[i] ? +1 : _dpoc.Result[i] < _ragelow.Result[i] ? -1 : (i>1 ? _trend[i-1] : +1);
            _ghla[i] = _trend[i] < 0 ? _ragehigh.Result[i] : _ragelow.Result[i];
            _bull[i] = _trend[i] < 0 ? double.NaN : _ragelow.Result[i];
            _bear[i] = _trend[i] < 0 ? _ragehigh.Result[i] : double.NaN; 
            
            outGHLA[i] = _ghla[i] / Symbol.PipSize;
            outGHLAbull[i] = _bull[i] / Symbol.PipSize;
            outGHLAbear[i] = _bear[i] / Symbol.PipSize;
        }
    }
}