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 //#reference: AverageTrueRange.algo

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

    namespace cAlgo.Indicators
    {
        [Indicator(IsOverlay = false)]
        public class TMASlope_01 : Indicator
        {
          private AverageTrueRange _averageTrueRange;
          private WeightedMovingAverage _weightedMovingAverage;
          private SimpleMovingAverage _simpleMovingAverage;
          
            [Parameter(DefaultValue = 14)]
        	public int smaPeriod { get; set; }
        	
            [Output("TMA", Color = Colors.Gray, PlotType = PlotType.Histogram)]
            public IndicatorDataSeries TMA { get; set; }

            [Output("Positive TMA", Color = Colors.Green, PlotType = PlotType.Histogram)]
            public IndicatorDataSeries TMA_Up { get; set; }
            
            [Output("Negative TMA", Color = Colors.Red, PlotType = PlotType.Histogram)]
            public IndicatorDataSeries TMA_Down { get; set; }

			[Output("Sma", Color = Colors.Red)]
        	public IndicatorDataSeries Sma { get; set; }
        	
            protected override void Initialize()
            {
                _weightedMovingAverage = Indicators.WeightedMovingAverage(MarketSeries.Close, 21);
                _averageTrueRange = Indicators.GetIndicator<AverageTrueRange>(100);
                _simpleMovingAverage = Indicators.SimpleMovingAverage(TMA, smaPeriod );
            }
           
          double calcPrevTrue( int index )
          {
             double dblSum  = MarketSeries.Close[ index - 1] * 21;
                double dblSumw = 21;
                int jnx, knx;
       
                dblSum  += MarketSeries.Close[ index ] * 20;
                dblSumw += 20;

                for ( jnx = 1, knx = 20; jnx <= 20; jnx++, knx-- )
                {
                   dblSum  += MarketSeries.Close[index - 1 - jnx ] * knx;
                   dblSumw += knx;
                }
             return ( dblSum / dblSumw );
          }


            public override void Calculate(int index)
            {
                double dblTma, dblPrev;
                double atr =_averageTrueRange.Result[index - 10] / 10;
                double gadblSlope = 0.0;

                if ( atr != 0 )
                {
                   dblTma =_weightedMovingAverage.Result[index];
                   dblPrev = calcPrevTrue( index );
                   gadblSlope = ( dblTma-dblPrev ) / atr;
                }
                
                TMA[index] = gadblSlope ;

                if( TMA[index]>0)
                {
                TMA_Up[index] = TMA[index] ;
                TMA_Down[index] = 0 ;
                }
                if(TMA[index]<0)
                {
                TMA_Down[index] = TMA[index] ;
                TMA_Up[index] = 0 ;
                }
                Sma[index] = _simpleMovingAverage.Result[ index ] ;
            }
        }
    }