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

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = false, AccessRights = AccessRights.None)]
    public class Ivar : Indicator
    {
        [Parameter("n",DefaultValue = 5)]
        public int n { get; set; }

        [Output("Main")]
        public IndicatorDataSeries Result { get; set; }


        protected override void Initialize()
        {
            // Initialize and create nested indicators
        }

        public override void Calculate(int index)
        {
            int ihigh, ilow, nInterval;
   			double Delta, XA, YA, Sx, Sy, Sxx, Sxy;
   			Sx = 0; Sy = 0; Sxx = 0; Sxy = 0;
            for (int i=0;i<n;i++)
            {
            	nInterval=(int)Math.Pow(2,n-i);
            	Delta=0;
            	for(int k=0;k<Math.Pow(2,i);k++)
            	{
            		ihigh=iHighest(nInterval,index-nInterval*k);
            		ilow=iLowest(nInterval,index-nInterval*k);
            		Delta+=MarketSeries.High[ihigh]-MarketSeries.Low[ilow];
            		
            	}
            	XA = (n-i)*Math.Log(2.0);
         		YA = Math.Log(Delta);
         		Sx += XA; 
         		Sy += YA;
         		Sxx += XA*XA; 
         		Sxy += XA*YA;
            }
            Result[index]=-(Sx*Sy-(n+1)*Sxy)/(Sx*Sx-(n+1)*Sxx);
        }
        
        private int iHighest(int count,int index)
        {
        	int res=index;
        	for(int i=1;i<count;i++)
        		if(MarketSeries.High[res]<MarketSeries.High[index-i]) res=index-i;
        	return res;
        }
        
        private int iLowest(int count, int index)
        {
        	int res=index;
        	for(int i=1;i<count;i++)
        		if(MarketSeries.Low[res]>MarketSeries.Low[index-i]) res=index-i;
        	return res;
        }
    }
}