This indicator is a ported MQL5 indicators from http://www.mql5.com/en/code/1600
Formulas:
Upper[i] = ((Low[i] or Close[i]) - L)/L,
Lower[i] = ((High[i] or Close[i]) - H)/H, where
H, L - maximum and minimum values of price at range from (i-Period+1) to i.
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