using System;
using System.Collections.Generic;
using TSLab.Script;
using TSLab.Script.Handlers;
using TSLab.Script.Helpers;


namespace SuperTrend
{
	public class SuperTrend:IBar2DoubleHandler, IContextUses
    {
    	[HandlerParameter(true, "50", Min = "5", Max = "100", Step = "1")]
        public int PeriodCCI { get; set; }
     
        [HandlerParameter(true, "1", Min = "1", Max = "30", Step = "1")]
        public int PeriodATR { get; set; }  
        
        public IList<double> Execute(ISecurity source)
        {

            var h = source.HighPrices;
            var l = source.LowPrices;
            var c = source.ClosePrices;

            var atr = Series.EMA(Series.TrueRange(source.Bars), PeriodATR);
            
            var cci = Series.CCI(source.Bars, PeriodCCI);
            IList<double> list = new List<double>(c.Count);
      

            for (int i = 0; i <  c.Count; i++)
            {
                var cm = h[i] + atr[i];
                var cb = l[i] - atr[i];
      
                var st = cci[i]> 0 ? cb : cm;
             list.Add(st);
		    }
        
		    return list;
		}	
    public IContext Context { get; set; }
    }}