Formulas:
FXT = K*((Close-L1)/(D1*Short_Length)+(Close-L2)/(D2*Mid_Length)+(Close-L3)/(D3*Long_Length)), where
D1 = H1-L1,
D2 = H2-L2,
D3 = H3-L3,
L1, H1 - lowest and highest prices at range from (i-Short_Length+1) to (i),
L2, H2 - lowest and highest prices at range from (i-Mid_Length+1) to (i),
L3, H3 - lowest and highest prices at range from (i-Long_Length+1) to (i),
K = 100/(1/Short_Length+1/Mid_Length+1/Long_Length).
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