Same sign, change look-back window dynamically

I have an indicator called Hodrick-Prescott filter. I have another (proprietary) indicator: it is some sort of linear filter of price. I want to have code that returns an integer valued variable, call it window length. This window length is the look-back period of my proprietary indicator that changes dynamically to have the same sign of slope as my Hodrick-Prescott indicator. In other words: my proprietary indicator changes its length all the time in order to rise when the HP indicator rises, and to go down when the HP indicator goes down. 

Second criterion is that when there are many candidate lengths (that have the same sign of the first difference/slope), chose the length that is the most similar to the previous period's chosen length. 

We will try with some other indicator to see if the code works, your code needs to use iCustom to load the proprietary indicator because you will not receive its code.