Volatility Channel by Larry Williams x3

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

namespace cAlgo
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class mVolatilityChannelLWilliams : Indicator
    {
        [Parameter("Fast Periods (10)", DefaultValue = 10)]
        public int inpPeriodsFast { get; set; }
        [Parameter("Medium Periods (50)", DefaultValue = 50)]
        public int inpPeriodsMedium { get; set; }
        [Parameter("Slow Periods (200)", DefaultValue = 200)]
        public int inpPeriodsSlow { get; set; }

        [Output("Volatility Channel Top f", LineColor = "Green", PlotType = PlotType.Line, Thickness = 2)]
        public IndicatorDataSeries outVolatilityChannelTopf { get; set; }
        [Output("Volatility Channel Bottom f", LineColor = "Red", PlotType = PlotType.Line, Thickness = 2)]
        public IndicatorDataSeries outVolatilityChannelBottomf { get; set; }
        [Output("Volatility Channel Top m", LineColor = "Green", PlotType = PlotType.Line, Thickness = 2)]
        public IndicatorDataSeries outVolatilityChannelTopm { get; set; }
        [Output("Volatility Channel Bottom m", LineColor = "Red", PlotType = PlotType.Line, Thickness = 2)]
        public IndicatorDataSeries outVolatilityChannelBottomm { get; set; }
        [Output("Volatility Channel Top s", LineColor = "Green", PlotType = PlotType.Line, Thickness = 2)]
        public IndicatorDataSeries outVolatilityChannelTops { get; set; }
        [Output("Volatility Channel Bottom s", LineColor = "Red", PlotType = PlotType.Line, Thickness = 2)]
        public IndicatorDataSeries outVolatilityChannelBottoms { get; set; }
        
        private IndicatorDataSeries _traw, _braw, _topfast, _bottomfast, _topmedium, _bottommedium, _topslow, _bottomslow;
        

        protected override void Initialize()
        {
            _traw = CreateDataSeries();
            _braw = CreateDataSeries();
            _topfast = CreateDataSeries();
            _bottomfast = CreateDataSeries();
            _topmedium = CreateDataSeries();
            _bottommedium = CreateDataSeries();
            _topslow = CreateDataSeries();
            _bottomslow = CreateDataSeries();
        }

        public override void Calculate(int i)
        {
            _traw[i] = 2.0 * Bars.TypicalPrices[i] - Bars.HighPrices[i];
            _braw[i] = 2.0 * Bars.TypicalPrices[i] - Bars.LowPrices[i];
            
            _topfast[i] = i>inpPeriodsFast ? Math.Max(_traw.Maximum(inpPeriodsFast), _traw[i]) : Bars.HighPrices[i];
            _bottomfast[i] = i>inpPeriodsFast ? Math.Min(_braw.Minimum(inpPeriodsFast), _braw[i]) : Bars.LowPrices[i];
            _topmedium[i] = i>inpPeriodsMedium ? Math.Max(_traw.Maximum(inpPeriodsMedium), _traw[i]) : Bars.HighPrices[i];
            _bottommedium[i] = i>inpPeriodsMedium ? Math.Min(_braw.Minimum(inpPeriodsMedium), _braw[i]) : Bars.LowPrices[i];
            _topslow[i] = i>inpPeriodsSlow ? Math.Max(_traw.Maximum(inpPeriodsSlow), _traw[i]) : Bars.HighPrices[i];
            _bottomslow[i] = i>inpPeriodsSlow ? Math.Min(_braw.Minimum(inpPeriodsSlow), _braw[i]) : Bars.LowPrices[i];
            
            outVolatilityChannelTopf[i] = _topfast[i];
            outVolatilityChannelBottomf[i] = _bottomfast[i];
            outVolatilityChannelTopm[i] = _topmedium[i];
            outVolatilityChannelBottomm[i] = _bottommedium[i];
            outVolatilityChannelTops[i] = _topslow[i];
            outVolatilityChannelBottoms[i] = _bottomslow[i];
        }
    }
}