Indicator-code-returning-NaN

CODE:
using System;
using WealthLab.Core;
using WealthLab.Indicators;

namespace _GabrielEmilio.Indicators
{
    public class TRadarStoch : IndicatorBase
    {
        // Parâmetros
        private const int RadarTriggerTopoMedia = 44;
        private const double RadarTriggerTopoDesvio = 2;
        private const int RadarTriggerFundoMedia = 44;
        private const double RadarTriggerFundoDesvio = 2;
        private const int PeriodoRadar = 6;
        private const int PeriodoEstocastico = 20;
        private const int MediaLenta = 3;
        private const double LimiteSuperior = 80;
        private const double LimiteInferior = 20;

        public override string Name => "Radar Estocástico";
        public override string Abbreviation => "TRadarStoch";
        public override string HelpDescription => "This indicator implements a custom radar and stochastic calculation.";
        public override string PaneTag => "TRadarStoch";
        public override WLColor DefaultColor => WLColor.Blue;

        public TRadarStoch() { }

        public TRadarStoch(BarHistory bh)
        {
            base.Parameters[0].Value = bh;
            Populate();
        }

        protected override void GenerateParameters()
        {
            AddParameter("Source", ParameterType.BarHistory, null);
        }

        public override void Populate()
        {
            BarHistory bh = base.Parameters[0].AsBarHistory;
            DateTimes = bh.DateTimes;

            TimeSeries estocastico = new TimeSeries(bh.DateTimes);
            TimeSeries radar = new TimeSeries(bh.DateTimes);
            TimeSeries RadarTriggerTopo = new TimeSeries(bh.DateTimes);
            TimeSeries RadarTriggerFundo = new TimeSeries(bh.DateTimes);
            TimeSeries fpClose = new TimeSeries(bh.DateTimes);
            TimeSeries fpHigh = new TimeSeries(bh.DateTimes);
            TimeSeries fpLow = new TimeSeries(bh.DateTimes);
            TimeSeries HPc = new TimeSeries(bh.DateTimes);
            TimeSeries HPh = new TimeSeries(bh.DateTimes);
            TimeSeries HPl = new TimeSeries(bh.DateTimes);

            int lp = (int)(PeriodoEstocastico / 2);
            if (lp <= 0) lp = 1;

            double alpha1 = (Math.Cos(360 / PeriodoEstocastico) + Math.Sin(360 / PeriodoEstocastico) - 1) / Math.Cos(360 / PeriodoEstocastico);
            double a1 = Math.Exp(-1.414 * Math.PI / lp);
            double b1 = 2 * a1 * Math.Cos(1.414 * 180 / lp);
            double c2 = b1;
            double c3 = -1 * a1 * a1;
            double c1 = 1 - c2 - c3;

            int xSelect;

            // Inicialização
            xSelect = 0;

            for (int i = 1; i < bh.Count; i++)
            {
                // Roofing Filter
                HPc[i] = (1 - alpha1 / 2) * (bh.Close[i] - bh.Close[i - 1]) + (1 - alpha1) * HPc[i - 1];
                fpClose[i] = c1 * (HPc[i] + HPc[i - 1]) / 2 + c2 * fpClose[i - 1] + c3 * fpClose[i - 2];
                HPh[i] = (1 - alpha1 / 2) * (bh.High[i] - bh.High[i - 1]) + (1 - alpha1) * HPh[i - 1];
                fpHigh[i] = c1 * (HPh[i] + HPh[i - 1]) / 2 + c2 * fpHigh[i - 1] + c3 * fpHigh[i - 2];
                HPl[i] = (1 - alpha1 / 2) * (bh.Low[i] - bh.Low[i - 1]) + (1 - alpha1) * HPl[i - 1];
                fpLow[i] = c1 * (HPl[i] + HPl[i - 1]) / 2 + c2 * fpLow[i - 1] + c3 * fpLow[i - 2];

                // NoNoise Estocastico
                double lowest = Lowest.Series(fpLow, PeriodoEstocastico)[i];
                double highest = Highest.Series(fpHigh, PeriodoEstocastico)[i];

                if (highest != lowest)
                {
                    estocastico[i] = ((fpClose[i] - lowest) / (highest - lowest)) * 100;
                }
                else
                {
                    estocastico[i] = 0; 
                }

                estocastico = SMA.Series(estocastico, MediaLenta);
                radar = TONYRadar.Series(bh, PeriodoRadar);

                RadarTriggerTopo = SMA.Series(radar, RadarTriggerTopoMedia) * RadarTriggerTopoDesvio;
                RadarTriggerFundo = SMA.Series(radar, RadarTriggerFundoMedia) / RadarTriggerFundoDesvio;

                // Topos e Fundos
                if (estocastico[i] > LimiteSuperior && radar[i] > RadarTriggerTopo[i] &&
                    (radar[i] < radar[i - 1] || estocastico[i] < estocastico[i - 1]))
                    xSelect = 1;
                else if (estocastico[i] < LimiteInferior && radar[i] > RadarTriggerTopo[i] &&
                         (radar[i] < radar[i - 1] || estocastico[i] > estocastico[i - 1]))
                    xSelect = -1;
                else
                    xSelect = 0; 

                base.Values[i] = xSelect; 
            }

        }
    }
}