[HandlerName("Heiken Ashi smoothed")]
    [HandlerCategory("vvIndicators")]
    public class HeikenAshiSmoothed : IBar2BarHandler, IContextUses
    {
        //  
        [HandlerParameter(true, "3", Min = "0", Max = "4", Step = "1")]
        public int MaMethod { get; set; }
        [HandlerParameter(true, "6", Min = "2", Max = "20", Step = "1")]
        public int MaPeriod { get; set; }
        [HandlerParameter(true, "2", Min = "2", Max = "20", Step = "1")]
        public int MaPeriod2 { get; set; }

        public ISecurity Execute(ISecurity src)
        {
            var bars = src.Bars.Count;
            //
            var C = src.ClosePrices;
            var H = src.HighPrices;
            var L = src.LowPrices;
            var O = src.OpenPrices;
            //
            var maO = new double[bars];
            var maC = new double[bars];
            var maH = new double[bars];
            var maL = new double[bars];
            //
            IList<Bar> HA = new List<Bar>(bars);
            var haCn = new double[bars];
            var haHn = new double[bars];
            var haLn = new double[bars];
            var haOn = new double[bars];
            // сглаживаю OHLC источника
            //var maO  = Context.GetData("maO", new[] { "maO" + MaPeriod.ToString() }, () => LWMA.GenWMA(O, MaPeriod));
            //maC  = Context.GetData("maC", new[] { "maC" + MaPeriod.ToString() }, () => LWMA.GenWMA(C, MaPeriod));
            //maH  = Context.GetData("maH", new[] { "maH" + MaPeriod.ToString() }, () => LWMA.GenWMA(H, MaPeriod));
            //maL  = Context.GetData("maL", new[] { "maL" + MaPeriod.ToString() }, () => LWMA.GenWMA(L, MaPeriod));
            for (int i = 2; i < bars; i++)
            {
                maO[i]  = vvSeries.iMA(O, maO, MaMethod, MaPeriod, i, 0, 0);
                maC[i]  = vvSeries.iMA(C, maC, MaMethod, MaPeriod, i, 0, 0);
                maL[i]  = vvSeries.iMA(L, maL, MaMethod, MaPeriod, i, 0, 0);
                maH[i]  = vvSeries.iMA(H, maH, MaMethod, MaPeriod, i, 0, 0);
            }
            //
            for (int i = 0; i < bars; i++)
            {
                if (i < 2)  {
                    haOn[i] = O[i]; haCn[i] = C[i]; haLn[i] = L[i]; haHn[i] = H[i];
                }
                else        {
                    haCn[i] = (maC[i] + maO[i] + maL[i] + maH[i]) / 4;
                    haOn[i] = (haOn[i - 1] + haCn[i - 1]) / 2;
                    haLn[i] = Math.Min(maL[i], Math.Min(haOn[i], haCn[i]));
                    haHn[i] = Math.Max(maH[i], Math.Max(haOn[i], haCn[i]));
                }
            }

            // вторичное сглаживание уже HA
            var haO = new double[bars];
            var haC = new double[bars];
            var haH = new double[bars];
            var haL = new double[bars];
            for (int i = 1; i < bars; i++)
            {
                haO[i] = vvSeries.iMA(haOn, haO, MaMethod, MaPeriod2, i, 0, 0);
                haC[i] = vvSeries.iMA(haCn, haC, MaMethod, MaPeriod2, i, 0, 0);
                haL[i] = vvSeries.iMA(haLn, haL, MaMethod, MaPeriod2, i, 0, 0);
                haH[i] = vvSeries.iMA(haHn, haH, MaMethod, MaPeriod2, i, 0, 0);
            }

            // формируем бары HA
            for (int i = 0; i < bars; i++)
            {
                var hav = new Bar(src.Bars[i].Color,
                                  src.Bars[i].Date,
                                  haO[i],
                                  haH[i],
                                  haL[i],
                                  haC[i],
                                  src.Bars[i].Volume);
                HA.Add(hav);
            }

            //
            return src.CloneAndReplaceBars(HA);
        }

        public IContext Context { get; set; }
    }