Formulas:
Central[i] = ((2-Alpha)*mt[i]-ut[i])/(1-Alpha),
Top[i] = Central[i]+Deviation*dt2,
Bottom[i] = Central[i]-Deviation*dt2, where
mt[i] = Alpha*Median+(1-Alpha)*mt[i-1],
ut[i] = Alpha*mt[i]+(1-Alpha)*ut[i-1],
Median = (High+Low)/2,
dt2[i] = ((2-Alpha)*mt2[i]-ut2[i])/(1-Alpha),
mt2[i] = Alpha*Abs(Median-Central[i])+(1-Alpha)*mt2[i-1],
ut2[i] = Alpha*mt2[i]+(1-Alpha)*ut2[i-1],
Alpha = 2/(1+Lenght).
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