Squeeze Momentum Indicator for CTrader Based on LazyBear's from TradingView

SqueezeMomentum.algo

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

// My crack at duplicating LazyBear's indicator from TradingView - RLB

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class SqueezeMomentum : Indicator
    {
        [Parameter("Bollinger Period", DefaultValue = 20)]
        public int Boll_Period { get; set; }


        [Parameter("Keltner Period", DefaultValue = 20)]
        public int Keltner_Period { get; set; }

        [Parameter("Keltner Mul", DefaultValue = 1.5)]
        public double Keltner_Mul { get; set; }

        [Output("Up Exhausted", LineColor = "#FF232E28", PlotType = PlotType.Histogram, Thickness = 7)]
        public IndicatorDataSeries UpDark { get; set; }

        [Output("Up Strong", LineColor = "#32CD32", PlotType = PlotType.Histogram, Thickness = 7)]
        public IndicatorDataSeries UpLime { get; set; }


        [Output("Down Strong", LineColor = "#ff0000", PlotType = PlotType.Histogram, Thickness = 7)]
        public IndicatorDataSeries Down { get; set; }

        [Output("Down Exhausted", LineColor = "#FF372124", PlotType = PlotType.Histogram, Thickness = 7)]
        public IndicatorDataSeries DownMaroon { get; set; }


        [Output("Off Squeeze", LineColor = "#FF3B3A3B", PlotType = PlotType.Points, Thickness = 8)]
        public IndicatorDataSeries Off_S { get; set; }

        [Output("On Squeeze", LineColor = "Green", PlotType = PlotType.Points, Thickness = 8)]
        public IndicatorDataSeries On_S { get; set; }

        [Output("No Squeeze", LineColor = "Blue", PlotType = PlotType.Points, Thickness = 8)]
        public IndicatorDataSeries No_S { get; set; }


        private IndicatorDataSeries _MACombined;
        private IndicatorDataSeries _reg;
        private LinearRegressionSlope _slope;
        private LinearRegressionIntercept _intercept;
        private IndicatorDataSeries KCU;
        private IndicatorDataSeries KCL;
        private TrueRange tri;
        private IndicatorDataSeries _upperBB;
        private IndicatorDataSeries _lowerBB;
        private MovingAverage BB_MID;
        private StandardDeviation _deviation;

        private MovingAverage KMID;


        protected override void Initialize()
        {
            KMID = Indicators.MovingAverage(MarketSeries.Close, Keltner_Period, MovingAverageType.Simple);
            KCU = CreateDataSeries();
            KCL = CreateDataSeries();
            tri = Indicators.TrueRange();

            BB_MID = Indicators.MovingAverage(MarketSeries.Close, Boll_Period, MovingAverageType.Simple);

            _upperBB = CreateDataSeries();
            _lowerBB = CreateDataSeries();
            _deviation = Indicators.StandardDeviation(MarketSeries.Close, Boll_Period, MovingAverageType.Simple);
            _MACombined = CreateDataSeries();
            _intercept = Indicators.LinearRegressionIntercept(_MACombined, Keltner_Period);
            _slope = Indicators.LinearRegressionSlope(_MACombined, Keltner_Period);
            _reg = CreateDataSeries();
        }

        public override void Calculate(int index)
        {
            KCU[index] = KMID.Result[index] + tri.Result[index] * Keltner_Mul;
            KCL[index] = KMID.Result[index] - tri.Result[index] * Keltner_Mul;

            double dev = Keltner_Mul * _deviation.Result[index];
            _upperBB[index] = BB_MID.Result[index] + dev;
            _lowerBB[index] = BB_MID.Result[index] - dev;


            _MACombined[index] = MarketSeries.Close[index] - ((KCU[index] + KCL[index] + KMID.Result[index]) / 3);
            _reg[index] = ((Keltner_Period * _slope.Result[index] + _intercept.Result[index]));

            bool sqzOn = (_lowerBB[index] > KCL[index]) && (_upperBB[index] < KCU[index]);
            bool sqzOff = (_lowerBB[index] < KCL[index]) && (_upperBB[index] > KCU[index]);
            bool noSqz = (sqzOn == false) && (sqzOff == false);

            if (noSqz)
            {
                No_S[index] = 0;
            }
            else if (sqzOn)
            {
                On_S[index] = 0;
            }
            else
            {
                Off_S[index] = 0;
            }



            if (_reg[index] > 0)
            {
                if (_reg[index] > _reg[index - 1])
                {
                    UpLime[index] = _reg[index];
                }
                else
                {
                    UpDark[index] = _reg[index];
                }
            }
            else
            {
                if (_reg[index] < _reg[index - 1])
                {
                    Down[index] = _reg[index];
                }
                else
                {
                    DownMaroon[index] = _reg[index];
                }
            }
        }

    }
}