//this indicator is used as short term trend confirmation

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

namespace cAlgo
{
    [Levels(0)]
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class mFIRslope : Indicator
    {
        [Output("FIR - Finite Impulse Response Filter", IsHistogram =true, LineColor = "Magenta", PlotType = PlotType.Histogram, Thickness = 2)]
        public IndicatorDataSeries outFIRslope { get; set; }
        [Output("OpenLong trigger", LineColor = "Green", PlotType = PlotType.Points, Thickness = 5)]
        public IndicatorDataSeries outLongOpen { get; set; }
        [Output("OpenShort trigger", LineColor = "Red", PlotType = PlotType.Points, Thickness = 5)]
        public IndicatorDataSeries outShortOpen { get; set; }

        private IndicatorDataSeries _price, _fir;


        protected override void Initialize()
        {
            _price = CreateDataSeries();
            _fir = CreateDataSeries();
        }

        public override void Calculate(int i)
        {
            _price[i] = Bars.ClosePrices[i];
            _fir[i] =i>3 ? (_price[i] + 2.0 * _price[i - 1] + 2.0 * _price[i - 2] + _price[i - 3]) / 6.0 : Bars.ClosePrices[i];

            outFIRslope[i] = 0;
            
            if(i>3 && _fir[i] > _fir[i-1] )
                outFIRslope[i] = +0.5;
            if(i>3 && _fir[i] < _fir[i-1] )
                outFIRslope[i] = -0.5;
            if(i>3 && _fir[i] > _fir[i-1] && Bars.ClosePrices[i] > _fir[i])
                outFIRslope[i] = +1.0;
            if(i>3 && _fir[i] < _fir[i-1] && Bars.ClosePrices[i] < _fir[i])
                outFIRslope[i] = -1.0;
                
            outLongOpen[i] = outShortOpen[i] = double.NaN;
            if(i>3 && _fir[i] > _fir[i-1] && Bars.ClosePrices[i] > _fir[i] && Bars.LowPrices[i] < Bars.LowPrices[i-1])
                outLongOpen[i] = +1.0;
            if(i>3 && _fir[i] < _fir[i-1] && Bars.ClosePrices[i] < _fir[i] && Bars.HighPrices[i] > Bars.HighPrices[i-1])
                outShortOpen[i] = -1.0;
        }
    }
}