The indicator uses SmoothAlgorithms.mqh library classes (must be copied to the terminal_data_folder\MQL5\Include). The use of the classes was thoroughly described in the article "Averaging Price Series for Intermediate Calculations Without Using Additional Buffers".
Figure 1. The TSI_WPR indicator
Translated from Russian by MetaQuotes Software Corp.
Original code: https://www.mql5.com/ru/code/11218
The indicator draws candlesticks of a higher timeframe based on the values of the HullTrend indicator.Exp_TSI_CCI
The Exp_TSI_CCI Expert Advisor is based on the signals generated by the TSI_CCI oscillator.