Sylvain Vervoort RSI InverseFisherTrans

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

namespace cAlgo
{
    [Levels(12.0,50.0,88.0)]
    [Indicator(IsOverlay = false, AccessRights = AccessRights.None, AutoRescale = true)]
    public class mSylvainVervoortRSIinversefishertransform : Indicator
    {
        [Parameter("Period SVRMA (2)", DefaultValue = 2)]
        public int inpPeriodSVRMA { get; set; }
        [Parameter("Period RSI (4)", DefaultValue = 4)]
        public int inpPeriodRSI { get; set; }
        [Parameter("Period SVRMA (4)", DefaultValue = 4)]
        public int inpPeriodMA { get; set; }

        [Output("Sylvain Vervoort RSI InverseFisherTransform", LineColor = "Black", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries outsvRSI { get; set; }
        
        private MovingAverage _sma, _sm2, _sm3, _sm4, _sm5, _sm6, _sm7, _sm8, _sm9, _sm10, _sme1, _sme2;
        private IndicatorDataSeries _norm, _rma, _rawrsi, _emazl, _svrsi;
        private RelativeStrengthIndex _rsi;
        

        protected override void Initialize()
        {
            _sma = Indicators.MovingAverage(Bars.ClosePrices, inpPeriodSVRMA, MovingAverageType.Simple);
            _sm2 = Indicators.MovingAverage(_sma.Result, inpPeriodSVRMA, MovingAverageType.Weighted);
            _sm3 = Indicators.MovingAverage(_sm2.Result, inpPeriodSVRMA, MovingAverageType.Weighted);
            _sm4 = Indicators.MovingAverage(_sm3.Result, inpPeriodSVRMA, MovingAverageType.Weighted);
            _sm5 = Indicators.MovingAverage(_sm4.Result, inpPeriodSVRMA, MovingAverageType.Weighted);
            _sm6 = Indicators.MovingAverage(_sm5.Result, inpPeriodSVRMA, MovingAverageType.Weighted);
            _sm7 = Indicators.MovingAverage(_sm6.Result, inpPeriodSVRMA, MovingAverageType.Weighted);
            _sm8 = Indicators.MovingAverage(_sm7.Result, inpPeriodSVRMA, MovingAverageType.Weighted);
            _sm9 = Indicators.MovingAverage(_sm8.Result, inpPeriodSVRMA, MovingAverageType.Weighted);
            _sm10 = Indicators.MovingAverage(_sm9.Result, inpPeriodSVRMA, MovingAverageType.Weighted);
            _norm = CreateDataSeries();
            _rma = CreateDataSeries();
            _rsi = Indicators.RelativeStrengthIndex(_rma, inpPeriodRSI);
            _rawrsi = CreateDataSeries();
            _sme1 = Indicators.MovingAverage(_rawrsi, inpPeriodMA, MovingAverageType.Exponential);
            _sme2 = Indicators.MovingAverage(_sme1.Result, inpPeriodMA, MovingAverageType.Exponential);
            _emazl = CreateDataSeries();
            _svrsi = CreateDataSeries();
        }

        public override void Calculate(int i)
        {
            _norm[i] = 5 * _sma.Result[i] + 4 * _sm2.Result[i] + 3 * _sm3.Result[i] + 2 * _sm4.Result[i] + _sm5.Result[i] + _sm6.Result[i] + _sm7.Result[i] + _sm8.Result[i] + _sm9.Result[i] + _sm10.Result[i];
            _rma[i] = _norm[i] / 20.0;
            _rawrsi[i]= 0.1 * (_rsi.Result[i] - 50.0);
            _emazl[i] = _sme1.Result[i] + (_sme1.Result[i] - _sme2.Result[i]);
            _svrsi[i] = ((Math.Pow(2.71828183, 2 * _emazl[i]) - 1.0) / (Math.Pow(2.71828183, 2 * _emazl[i]) + 1.0) + 1.0) * 50.0;
            
            outsvRSI[i] = _svrsi[i];
        }
    }
}