Pivot HH LL LH HL

using cAlgo.API;
using cAlgo.API.Indicators;

namespace cAlgo
{
    [Indicator(IsOverlay = true)]
    public class PivotPoints : Indicator
    {
        [Parameter("Period", DefaultValue = 3)]
        public int Period { get; set; }
        
        [Output("HigherHigh", PlotType = PlotType.Points, Thickness = 20, Color = Colors.Blue)]
        public IndicatorDataSeries hh { get; set; }
        
        [Output("HigherLow", PlotType = PlotType.Points, Thickness = 20, Color = Colors.Yellow)]
        public IndicatorDataSeries hl { get; set; }
        
        [Output("LowerLow", PlotType = PlotType.Points, Thickness = 20, Color = Colors.Red)]
        public IndicatorDataSeries ll { get; set; }
        
        [Output("LowerHigh", PlotType = PlotType.Points, Thickness = 20, Color = Colors.Orange)]
        public IndicatorDataSeries lh { get; set; }
        
        public double PivotHigh { get; private set; } = double.NaN;
        public double PivotLow { get; private set; } = double.NaN;

        public double HigherHigh { get; private set; } = double.NaN;
        public double LowerHigh { get; private set; } = double.NaN;
        public double HigherLow { get; private set; } = double.NaN;
        public double LowerLow { get; private set; } = double.NaN;
        
        public override void Calculate(int index)
         {
            index -= Period;
            if (index < Period) return;
            
            var isHighPivot = true;
            var isLowPivot = true;
            for (var i = index - Period; i <= index + Period; i++)
            {
                if (i != index)
                {
                    if (MarketSeries.High[i] >= MarketSeries.High[index])
                    {
                        isHighPivot = false;
                    }
                    if (MarketSeries.Low[i] <= MarketSeries.Low[index])
                    {
                        isLowPivot = false;
                    }
                }
            }
        
            PivotHigh = isHighPivot ? MarketSeries.High[index] : double.NaN;
            PivotLow = isLowPivot ? MarketSeries.Low[index] : double.NaN;
        
            // Determine pivot point types
            if (!double.IsNaN(PivotHigh))
            {
                if (double.IsNaN(HigherHigh) || PivotHigh > HigherHigh)
                {
                    HigherHigh = PivotHigh;
                    hh[index] = HigherHigh;
                }
                else if (PivotHigh < HigherHigh)
                {
                    LowerHigh = PivotHigh;
                    lh[index] = LowerHigh;
                }
            }
            if (!double.IsNaN(PivotLow))
            {
                if (double.IsNaN(LowerLow) || PivotLow < LowerLow)
                {
                    LowerLow = PivotLow;
                    ll[index] = LowerLow;
                }
                else if (PivotLow > LowerLow)
                {
                    HigherLow = PivotLow;
                    hl[index] = HigherLow;
                }
            }
        }

    }
}