Donchian Channel Band

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, TimeZone = TimeZones.UTC, AutoRescale = false,AccessRights = AccessRights.None)]
    public class cPeasantDonchianchannelBand : Indicator
    {
        [Parameter("Periods",DefaultValue = 20, MinValue = 1, Step = 1)]
        public int Periods { get; set; }
        
        [Parameter("Top 03 Multiple",DefaultValue = 0.66, MaxValue = 1)]
        public double t3 { get; set; }
        
        [Parameter("Top 02 Multiple",DefaultValue = 0.5, MaxValue = 1)]
        public double t2 { get; set; }
        
        [Parameter("Top 01 Multiple",DefaultValue = 0.33, MaxValue = 1)]
        public double t1 { get; set; }
        
        [Parameter("Bottom 01 Multiple",DefaultValue = 0.33, MaxValue = 1)]
        public double b1 { get; set; }
        
        [Parameter("Bottom 02 Multiple",DefaultValue = 0.5, MaxValue = 1)]
        public double b2 { get; set; }
        
        [Parameter("Bottom 03 Multiple",DefaultValue = 0.66, MaxValue = 1)]
        public double b3 { get; set; }
        
        
        [Output("Top", LineColor = "Red")]
        public IndicatorDataSeries Top { get; set; }
        
        [Output("Top 03", LineColor = "Red", LineStyle = LineStyle.Dots)]
        public IndicatorDataSeries Top03 { get; set; }
        
        [Output("Top 02", LineColor = "Red", LineStyle = LineStyle.Lines)]
        public IndicatorDataSeries Top02 { get; set; }
        
        [Output("Top 01", LineColor = "Red", LineStyle = LineStyle.Dots)]
        public IndicatorDataSeries Top01 { get; set; }

        [Output("Middle", LineColor = "Lime")]
        public IndicatorDataSeries Middle { get; set; }

        [Output("Bottom 01", LineColor = "Cyan", LineStyle = LineStyle.Dots)]
        public IndicatorDataSeries Bottom01 { get; set; }

        [Output("Bottom 02", LineColor = "Cyan", LineStyle = LineStyle.Lines)]
        public IndicatorDataSeries Bottom02 { get; set; }

        [Output("Bottom 03", LineColor = "Cyan", LineStyle = LineStyle.Dots)]
        public IndicatorDataSeries Bottom03 { get; set; }

        [Output("Bottom", LineColor = "Cyan")]
        public IndicatorDataSeries Bottom { get; set; }
        
        int N,nt,nb;

        protected override void Initialize()
        {
            N = (Periods+1);
            nt=1;
            nb=1;
        }

        public override void Calculate(int index)
        {
            double HL;
            nt++;
            nb++;
            
            
            if (Bars.ClosePrices.Count < N) //左からN個は計算しない
                return;
            else if(Bars.ClosePrices.Count == N)
            {
                Top[index] = Bars.HighPrices[index - Periods];
                Bottom[index] = Bars.LowPrices[index - Periods];
                
                for (var i = index - Periods + 1; i <= index-1; i++)
                {
                    if(Top[index] < Bars.HighPrices[i])
                    {
                        Top[index] = Bars.HighPrices[i];
                        nt = index-i;
                    }
                
                    if(Bottom[index] > Bars.LowPrices[i])
                    {
                        Bottom[index] = Bars.LowPrices[i];
                        nb = index-i;
                    }
                }
            }
            else
            {
                /////////////高値処理
                if(nt <= Periods)
                {
                    //高値更新
                    if(Top[index-1] < Bars.HighPrices[index-1])
                    {
                        Top[index] = Bars.HighPrices[index-1];
                        nt = 1;
                    }
                    //更新無し
                    else
                    {
                        Top[index] = Top[index-1];
                    }
                }
                else if(nt > Periods)
                {
                    Top[index] = Bars.HighPrices[index - Periods];
                    
                    for (var i = index - Periods + 1; i <= index-1; i++)
                    {
                        if(Top[index] < Bars.HighPrices[i])
                        {
                            Top[index] = Bars.HighPrices[i];
                            nt = index-i;
                        }
                    }
                }
                /////////////安値処理
                if(nb <= Periods)
                {
                    //安値更新
                    if(Bottom[index-1] > Bars.LowPrices[index-1])
                    {
                        Bottom[index] = Bars.LowPrices[index-1];
                        nb = 1;
                    }
                    //更新無し
                    else
                    {
                        Bottom[index] = Bottom[index-1];
                    }
                }
                else if(nb > Periods)
                {
                    Bottom[index] = Bars.LowPrices[index - Periods];
                    
                    for (var i = index - Periods + 1; i <= index-1; i++)
                    {
                        if(Bottom[index] > Bars.LowPrices[i])
                        {
                            Bottom[index] = Bars.LowPrices[i];
                            nb = index-i;
                        }
                    }
                }
            }
            
            HL = (Top[index] - Bottom[index]) / 2;
            Middle[index] = Bottom[index] + HL;
            
            Top01[index] = Middle[index] + HL*t1;
            Bottom01[index] = Middle[index] - HL*b1;
            
            Top02[index] = Middle[index] + HL*t2;
            Bottom02[index] = Middle[index] - HL*b2;
            
            Top03[index] = Middle[index] + HL*t3;
            Bottom03[index] = Middle[index] - HL*b3;
        }
    }
}