Hi all,
I have posted this question on a few different websites and discord channels. I am inevitably pointed at sources that emphasize how the first part of the indicator is calculated, but not how the trailing (fast/slow) lines are calculated.
I am aware of the RSI, smoothing the RSI, taking the ATR of the smoothed RSI, and smoothing it once more. However, I don't understand how the lines are calculated as they aren't just Smoothed RSI +/- Smoothed ATR. There seems to be some additional steps that I am missing.
I have attached an indicator (that was actually created on this site).