Add-Squeeze-Vortex-indicator

CODE:
using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Data;
using WealthLab.Indicators;
using System.Collections.Generic;

namespace WealthScript123
{
    public class MyStrategy : UserStrategyBase
    {   
        //create indicators and other objects here, this is executed prior to the main trading loop
        public override void Initialize(BarHistory bars)
        {
         Plot_TTM_Squeeze(bars, 20, 2.0);         
        }

        //execute the strategy rules here, this is executed once for each bar in the backtest history
        public override void Execute(BarHistory bars, int idx)
        {
            if (!HasOpenPosition(bars, PositionType.Long))
            {
                //code your buy conditions here
            }
            else
            {
                //code your sell conditions here
            }
        }

      void Plot_TTM_Squeeze(BarHistory bars, int length, double stdDevs)
      {
         string paneTag = "Squeeze";
         SetPaneDrawingOptions(paneTag, 15, 125);
         TimeSeries price = bars.Close;

         BBLower LowerBandBB = BBLower.Series(price, length, stdDevs);
         BBUpper UpperBandBB = BBUpper.Series(price, length, stdDevs);

         double factorhigh = 1.0;
         double factormid = 1.5;
         double factorlow = 2.0;

         TimeSeries shifthigh = factorhigh * SMA.Series(TR.Series(bars), length);
         TimeSeries shiftMid = factormid * SMA.Series(TR.Series(bars), length);
         TimeSeries shiftlow = factorlow * SMA.Series(TR.Series(bars), length);
         TimeSeries average = SMA.Series(price, length);

         TimeSeries UpperBandKCLow = average + shiftlow;
         TimeSeries LowerBandKCLow = average - shiftlow;

         TimeSeries UpperBandKCMid = average + shiftMid;
         TimeSeries LowerBandKCMid = average - shiftMid;

         TimeSeries UpperBandKCHigh = average + shifthigh;
         TimeSeries LowerBandKCHigh = average - shifthigh;

         TimeSeries K = (Highest.Series(bars.High, length) + Lowest.Series(bars.Low, length)) / 2 + EMA.Series(bars.Close, length);

         _momo = LR.Series(price - K / 2, length);
         PlotTimeSeries(_momo, "_momo", paneTag, WLColor.Gold, PlotStyle.Histogram);

         //create and plot a series of zeroes for the colored dots
         TimeSeries squeezeline = new TimeSeries(bars.DateTimes, 0);
         TimeSeries _squeezeCode = new TimeSeries(bars.DateTimes, 0);    // use for screen
         PlotTimeSeries(squeezeline, "Squeeze", paneTag, WLColor.LightGray, PlotStyle.Dots, true);

         for (int n = 1; n < bars.Count; n++)
         {
            bool pos = _momo[n] >= 0;
            bool neg = !pos;
            bool up = _momo[n] >= _momo[n - 1];
            bool dn = !up;

            bool presqueeze = LowerBandBB[n] > LowerBandKCLow[n] && UpperBandBB[n] < UpperBandKCLow[n];
            bool originalSqueeze = LowerBandBB[n] > LowerBandKCMid[n] && UpperBandBB[n] < UpperBandKCMid[n];
            bool ExtrSqueeze = LowerBandBB[n] > LowerBandKCHigh[n] && UpperBandBB[n] < UpperBandKCHigh[n];

            bool PosUp = pos && up;
            bool PosDn = pos && dn;
            bool NegDn = neg && dn;
            bool NegUp = neg && up;

            WLColor color = WLColor.Green;
            int colorCode = 0;
            if (ExtrSqueeze)
            {
               color = WLColor.Purple;
               colorCode = 3;
            }
            else if (originalSqueeze)
            {
               color = WLColor.Red;
               colorCode = 2;
            }
            else if (presqueeze)
            {
               color = WLColor.DarkOrange;
               colorCode = 1;
            }
            SetSeriesBarColor(squeezeline, n, color);
            _squeezeCode[n] = colorCode;
            DrawDot(n, 0, color, 3, paneTag);    

            if (PosUp)
               color = WLColor.LightBlue;
            else if (PosDn)
               color = WLColor.DarkBlue;
            else if (NegDn)
               color = WLColor.Red;
            else if (NegUp)
               color = WLColor.Yellow;
            SetSeriesBarColor(_momo, n, color);
         }
      }

      Parameter _plotTTMSqueeze;   
      TimeSeries _squeezeCode;        // " squeeze color code 0= Green, 1= Orange, 2= Red, 3= Purple
      TimeSeries _momo;
    }
}