The real author:
The indicator that calculates the volume per second (or over period) and the corresponding Moving Average.
This indicator was first implemented in MQL4 and published in Code Base on 19.09.2007.
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".
Fig.1 The VSI indicator
Translated from Russian by MetaQuotes Software Corp.
Original code: https://www.mql5.com/ru/code/1561
The narrowest range indicator defines the moments when the market is in the "compressed" state that says of the future breakthrough in this or that sidei-Friday_Sig
Signals of entries and exits on the system "Friday effect"