The average is calculated the following way:
JFATL[bar] = JMA(FATL(PRICE[bar]))
Additional JMA smoothing is used to prevent the indicator activation at each occasional market move.
ColorJFatl and JFatl indicators use the CJJMA class of the SmoothAlgorithms.mqh library. The use of the class was thoroughly described in the article "Averaging Price Series for Intermediate Calculations Without Additional Buffers".
Translated from Russian by MetaQuotes Software Corp.
Original code: https://www.mql5.com/ru/code/430
Range Bound Channel Index (RBCI) digital filter removes low frequency trend, generated by low frequency spectrum components, and high frequency noise, generated by high frequency spectrum components.J2JMA
Moving average with the double adaptive JMA smoothing of a price range.