Based on TS2/JavaScript
viewtopic.php?f=48&t=65589SW[i]=(ln((1+Value[i])/(1-Value[i]))+SW[i-1])/2, where
ln - natural logarithm,
Value[i]=(((Median price[i] - MinP)/(MaxP-MinP)-0.5)+Value[i-1])*2/3,
MinP, MaxP - minimum and maximum prices in the range from (i-Period) to i.