Formulas:
Middle[i]=Price[i]*MinusValue if Price[i]*MinusValue>Middle[i-1],
Middle[i]=Price[i]*PlusValue if Price[i]*PlusValue<Middle[i-1],
else Middle[i]=Middle[i-1], where
PlusValue=1+Percent/100,
MinusValue=1-Percent/100.
Upper line=Middle*PlusValue,
Lower line=Middle*MinusValue;
Download: