Step2. Create inherited class

Then you need to choose what will be indicator’s value. There are two major options. It must be double[] if indicator has single return value (for example, like in moving averages) else it must be Slice[] with all indicators value (for example, like Low and High lines in band indicators). If you chose single value, your indicator should be inherited using double like generic parameter:

1public class MyMovingAverage: BaseSimpleIndicator<double>
2{
3}

Else you need to specify custom Slice struct:

1public class MyBandIndicator : BaseBarIndicator<MyBandIndicator.Slice>
2{
3    public struct Slice
4    {
5        public double LowLine;
6        public double HighLine;
7    }
8}