This average is calculated the following way:
JSATL[bar] = JMA(SATL(PRICE[bar]))
Additional JMA smoothing is used to prevent the indicator actuating at each random market movement.
The indicator uses CJJMA class of the SmoothAlgorithms.mqh library. Working with that class was described in details in the article "Averaging Price Series for Intermediate Calculations Without Using Additional Buffers".
Fig.1. The JSatl indicator
Translated from Russian by MetaQuotes Software Corp.
Original code: https://www.mql5.com/ru/code/16144
The STLM digital filter implemented as a sequence of candlesticks.SlipPage
Calculation of slippages of the performed deals in account currency.