Divergence

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

namespace WealthScript3 
{   
   public class DivergenceDetector : UserStrategyBase
   {
      public DivergenceDetector()
      {
         AddParameter("Reversal", ParameterType.Double, 8, 1, 40, 1);
      }


      public override void Initialize(BarHistory bars)
      {
         _rsi = new RSI(bars.Close, 14);
         PlotIndicator(_rsi, WLColor.FromArgb(255, 120, 120, 248), PlotStyle.Line);

         //create the PeakTroughCalculator for an Indicator or TimeSeries
         double reversal = Parameters[0].AsDouble;
         PeakTroughReversalType reversalType = PeakTroughReversalType.Point;
         _ptc = new PeakTroughCalculator(_rsi, reversal, reversalType);

         //start after at least 2 peaks and 2 troughs
         PeakTrough pt = _ptc.PeakTroughs[3];
         StartIndex = pt.DetectedAtIndex; 
      }


      public override void Execute(BarHistory bars, int idx)
      {
         PeakTrough pt = null;
         PeakTrough pt2 = null;

         if (_ptc.Divergence(idx, bars.High, out pt, out pt2) == DivergenceType.Bearish)
         {
            WLColor bearClr = WLColor.Red;            
            DrawBarAnnotation(TextShape.ArrowDown, idx, true, WLColor.Gold, 36);
            DrawLine(pt.XIndex, pt.YValue, pt2.XIndex, pt2.YValue, bearClr, 2, default, _rsi.PaneTag);
            DrawLine(pt.XIndex, bars.High[pt.XIndex], pt2.XIndex, bars.High[pt2.XIndex], bearClr, 2, default, "Price");
         }
         else if (_ptc.Divergence(idx, bars.Low, out pt, out pt2) == DivergenceType.Bullish)
         {
            WLColor bullClr = WLColor.Green;
            DrawBarAnnotation(TextShape.ArrowUp, idx, false, WLColor.Gold, 36);
            DrawLine(pt.XIndex, pt.YValue, pt2.XIndex, pt2.YValue, bullClr, 2, default, _rsi.PaneTag);
            DrawLine(pt.XIndex, bars.Low[pt.XIndex], pt2.XIndex, bars.Low[pt2.XIndex], bullClr, 2, default, "Price");
         }

      }

      PeakTroughCalculator _ptc;
      RSI _rsi;
   }
}