The CCI v2.0

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
{
    [Cloud("ResultHigh", "ResultLow", Opacity = 100)]
    [Indicator(IsOverlay = false, AccessRights = AccessRights.None)]
    public class Thecci20 : Indicator
    {
        [Parameter("Period", DefaultValue = 55, Group = "CCI")]
        public int KPeriod { get; set; }
        [Parameter("Smooth", DefaultValue = 3, Group = "CCI")]
        public int KSlowing { get; set; }
        [Parameter("Ma Type", DefaultValue = MovingAverageType.Exponential, Group = "CCI")]
        public MovingAverageType KSlowingMaType { get; set; }
        [Parameter("Period", DefaultValue = 3, Group = "SIGNAL")]
        public int DPeriod { get; set; }
        [Parameter("Ma Type", DefaultValue = MovingAverageType.Triangular, Group = "SIGNAL")]
        public MovingAverageType DPeriodMaType { get; set; }
        [Parameter("Shift", DefaultValue = 3, Group = "SIGNAL")]
        public int Shift { get; set; }

        [Parameter("Level Up", DefaultValue = 100, Group = "LEVEL")]
        public int LevelUp { get; set; }
        [Parameter("Level Down", DefaultValue = -100, Group = "LEVEL")]
        public int LevelDown { get; set; }

        [Output("Up Rising", IsHistogram = true, LineColor = "Lime", Thickness = 3)]
        public IndicatorDataSeries UpRising { get; set; }
        [Output("Down Falling", IsHistogram = true, LineColor = "Red", Thickness = 3)]
        public IndicatorDataSeries DownFalling { get; set; }
        [Output("Up Falling", IsHistogram = true, LineColor = "DeepSkyBlue", Thickness = 1)]
        public IndicatorDataSeries UpFalling { get; set; }
        [Output("Down Rising", IsHistogram = true, LineColor = "DeepSkyBlue", Thickness = 1)]
        public IndicatorDataSeries DownRising { get; set; }
        [Output("Above Signal", PlotType = PlotType.Points, LineColor = "Lime", Thickness = 5)]
        public IndicatorDataSeries AboveSignal { get; set; }
        [Output("Below Signal", PlotType = PlotType.Points, LineColor = "Red", Thickness = 5)]
        public IndicatorDataSeries BelowSignal { get; set; }

        [Output("ResultHigh", LineColor = "FF013861", Thickness = 1)]
        public IndicatorDataSeries ResultHigh { get; set; }
        [Output("ResultLow", LineColor = "FF013861", Thickness = 1)]
        public IndicatorDataSeries ResultLow { get; set; }
        [Output("SignalHigh", LineColor = "Gold", Thickness = 1)]
        public IndicatorDataSeries SignalHigh { get; set; }
        [Output("SignalLow", LineColor = "Gold", Thickness = 1)]
        public IndicatorDataSeries SignalLow { get; set; }

        [Output("Line Up", PlotType = PlotType.Line, LineStyle = LineStyle.LinesDots, LineColor = "FF999999", Thickness = 1)]
        public IndicatorDataSeries LineUp { get; set; }
        [Output("Line Midd", PlotType = PlotType.Line, LineStyle = LineStyle.LinesDots, LineColor = "FF999999", Thickness = 1)]
        public IndicatorDataSeries LineMidd { get; set; }
        [Output("Line Down", PlotType = PlotType.Line, LineStyle = LineStyle.LinesDots, LineColor = "FF999999", Thickness = 1)]
        public IndicatorDataSeries LineDown { get; set; }

        private IndicatorDataSeries highData, lowData;
        private MovingAverage kslowHigh, kslowLow, DslowHigh, DslowLow;

        protected override void Initialize()
        {
            highData = CreateDataSeries();
            lowData = CreateDataSeries();

            kslowHigh = Indicators.MovingAverage(highData, KSlowing, KSlowingMaType);
            kslowLow = Indicators.MovingAverage(lowData, KSlowing, KSlowingMaType);
            DslowHigh = Indicators.MovingAverage(kslowHigh.Result, DPeriod, DPeriodMaType);
            DslowLow = Indicators.MovingAverage(kslowLow.Result, DPeriod, DPeriodMaType);
        }

        public override void Calculate(int index)
        {
            //Level Lines
            LineUp[index] = LevelUp;
            LineMidd[index] = 0;
            LineDown[index] = LevelDown;

            //Result Cloud
            highData[index] = CalculateCustomCCI(index, KPeriod, Bars.HighPrices);
            lowData[index] = CalculateCustomCCI(index, KPeriod, Bars.LowPrices);

            //Result Cloud
            ResultHigh[index] = kslowHigh.Result.Last(0);
            ResultLow[index] = kslowLow.Result.Last(0);

            //Signal Cloud
            SignalHigh[index + Shift] = DslowHigh.Result.Last(0);
            SignalLow[index + Shift] = DslowLow.Result.Last(0);

            //Histogram : If RESULT CLOUD is Rising or Falling
            UpRising[index] = ResultHigh.IsRising() && ResultLow.IsRising() ? 25 : double.NaN;
            DownFalling[index] = ResultHigh.IsFalling() && ResultLow.IsFalling() ? -25 : double.NaN;
            UpFalling[index] = ResultHigh.IsRising() && ResultLow.IsFalling() ? 25 : double.NaN;
            DownRising[index] = ResultHigh.IsFalling() && ResultLow.IsRising() ? -25 : double.NaN;

            //Signal Point : If RESULT CLOUD is above or bellow SIGNAL LINES
            AboveSignal[index] = SignalHigh[index] < ResultHigh[index] && SignalLow[index] < ResultLow[index] ? 100 : double.NaN;
            BelowSignal[index] = SignalHigh[index] > ResultHigh[index] && SignalLow[index] > ResultLow[index] ? -100 : double.NaN;

        }

        private double CalculateCustomCCI(int index, int period, DataSeries Source)
        {
            // 1. Calculate the typical price (TP) = (High + Low + Close) / 3
            double typicalPrice = Source[index];

            // 2. Calculate the Simple Moving Average (SMA) of the typical price over the specified period
            double sma = 0;
            for (int i = 0; i < period; i++)
            {
                sma += Source[index - i];
            }
            sma /= period;

            // 3. Calculate the Mean Deviation (MD)
            double meanDeviation = 0;
            for (int i = 0; i < period; i++)
            {
                double currentTypicalPrice = Source[index - i];
                meanDeviation += Math.Abs(currentTypicalPrice - sma);
            }
            meanDeviation /= period;

            // 4. Calculate the CCI
            double cci = (typicalPrice - sma) / (0.015 * meanDeviation);

            return cci;
        }
    }
}