Original LUA indicator: viewtopic.php?f=17&t=60028.
Formulas:
WTS[i] = Max(WTS[i-1], Close[i]-loss), if Close[i]>WTS[i-1] and Close[i-1]>WTS[i-1],
WTS[i] = Min(WTS[i-1], Close[i]+loss), if Close[i]<WTS[i-1] and Close[i-1]<WTS[i-1],
WTS[i] = Close[i]-loss, if Close[i]>WTS[i-1],
WTS[i] = Close[i]+loss, in other cases, where
loss = Coeff*ATR,
ATR - Average True Range with Period.
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